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Portfolio (Quarterly) Guide ↗

CAPSTONE INVESTMENT ADVISORS, LLC

· CIK 0001426196
13F Portfolio $54.0B AUM 1,641 positions Filed Aug 17, 2026 EDGAR ↗ ← All Funds
Q2 2026 · All 1641 New
Page 12 of 83  ·  1,641 positions
# Ticker Company Sector Shares Value ↓ % Port Chg Shares Chg % Period Price ① Since Period ①
221 RAPID7 INC 18,890,000.0 $18.2M 0.03% NEW $0.96
222 QCOM CALL QUALCOMM INC Technology 98,400.0 $18.2M 0.03% NEW $184.79 -11.8%
223 CVS PUT CVS HEALTH CORP Healthcare 171,800.0 $17.8M 0.03% NEW $103.45 -7.7%
224 UNP PUT UNION PAC CORP Industrials 65,000.0 $17.7M 0.03% NEW $272.00 +12.8%
225 VAL VALARIS LTD Energy 240,000.0 $17.4M 0.03% NEW $72.60 +21.0%
226 PFE CALL PFIZER INC Healthcare 716,500.0 $17.3M 0.03% NEW $24.08 +16.5%
227 FIRSTENERGY CORP 15,500,000.0 $17.2M 0.03% NEW $1.11
228 GUARDANT HEALTH INC 13,745,000.0 $17.2M 0.03% NEW $1.25
229 AXTA AXALTA COATING SYS LTD Basic Materials 500,000.0 $17.1M 0.03% NEW $34.22 +6.6%
230 CEG CONSTELLATION ENERGY CORP Utilities 68,681.0 $17.1M 0.03% NEW $248.37 +9.1%
231 CRM SALESFORCE INC Technology 108,524.0 $17.0M 0.03% NEW $156.66 +27.7%
232 NKE CALL NIKE INC Consumer Cyclical 414,100.0 $17.0M 0.03% NEW $41.05 -0.9%
233 INTEGER HLDGS CORP 17,500,000.0 $17.0M 0.03% NEW $0.97
234 IGV PUT ISHARES TR 185,000.0 $16.8M 0.03% NEW $90.60 +13.0%
235 LITE LUMENTUM HLDGS INC Technology 19,176.0 $16.5M 0.03% NEW $858.06 -0.3%
236 LULU PUT LULULEMON ATHLETICA INC Consumer Cyclical 143,500.0 $16.4M 0.03% NEW $114.18 +4.9%
237 CME CME GROUP INC Financial Services 73,981.0 $16.3M 0.03% NEW $220.83 +21.6%
238 CRWD CALL CROWDSTRIKE HLDGS INC Technology 21,400.0 $16.3M 0.03% NEW $190.78 +8.8%
239 TRANSMEDICS GROUP INC 15,000,000.0 $16.3M 0.03% NEW $1.08
240 EEM CALL ISHARES TR 236,200.0 $16.2M 0.03% NEW $68.41 -2.9%
Page 12 of 83  ·  1,641 positions

Period Price is the implied market price on the last day of the reporting period, calculated as reported value ÷ shares held. It is not the fund's purchase price or cost basis — the fund may have initiated or added to the position at any point during the quarter at a different price. Since Period shows the price change from that quarter-end snapshot to today's last price — it reflects stock movement after the report date, not the fund's actual return.

Sector Allocation
Technology 56.2%
Consumer Cyclical 18.1%
Communication Services 8.6%
Financial Services 8.4%
Industrials 3.3%
Consumer Defensive 1.8%
Healthcare 1.3%
Basic Materials 1.0%
Energy 0.7%
Utilities 0.6%